Anic Equity¶

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Total return since start: 0.683 %¶

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Equity now: -----------------------------> 51404.41 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48205.35 Kr¶

PnL: ---------------------------------------> -882.22 Kr¶

DD now: ---------------------------------> -1.04 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 09:07:44.861776'

Anic Portfolio¶

Today¶

Return: -0.455 %¶

This Week¶

Return: 8.158 %¶

Total¶

Return: 68.285 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU
C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.420000 3375.000000 195.000000 6.130000 3180.000006
HMS Networks 2 0.670000 783.600000 110.600000 16.430000 673.000000
Nordea Bank Abp 29 0.210000 3539.160000 85.160000 2.470000 3453.999992
SAAB B 8 0.560000 3436.000000 59.000000 1.750000 3377.000000
HEBA B 70 0.390000 2684.500000 48.500000 1.840000 2636.000010
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Resurs Holding 22 0.320000 613.360000 39.360000 6.860000 573.999998
Swedbank A 3 -0.050000 600.900000 36.900000 6.540000 564.000000
AcadeMedia 12 0.370000 593.520000 36.520000 6.560000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.340000 388.800000 33.800000 9.520000 355.000000
Norva24 Group 16 0.000000 576.000000 33.000000 6.080000 543.000000
Fasadgruppen Group 38 0.000000 4164.800000 23.800000 0.570000 4140.999992
Intrum 4 1.150000 545.600000 18.600000 3.530000 527.000000
OEM International B 7 -0.390000 540.400000 12.400000 2.350000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.180000 573.300000 11.300000 2.010000 562.000005
Eastnine 4 0.160000 501.600000 10.600000 2.160000 491.000000
Samhällsbyggnadsbo. i Norden D 12 0.580000 248.640000 2.640000 1.070000 246.000000
Securitas B 6 0.080000 572.520000 2.520000 0.440000 570.000000
Coor Service Management Hold. 8 0.070000 534.400000 2.400000 0.450000 532.000000
Karnov Group 9 -0.330000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 -0.210000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 -0.410000 542.000000 -4.000000 -0.730000 546.000000
Corem Property Group B 59 1.520000 572.300000 -4.700000 -0.810000 576.999999
Midsona B 63 0.000000 575.190000 -7.810000 -1.340000 582.999984
Boozt 12 0.740000 1642.800000 -11.200000 -0.680000 1653.999996
Sampo Oyj SDB 7 0.180000 3829.000000 -21.000000 -0.550000 3850.000000
International Petroleum Corp. 5 0.440000 565.000000 -29.570000 -4.970000 594.565215
CTEK 13 0.030000 499.980000 -34.020000 -6.370000 533.999999
Essity B 2 -1.100000 539.400000 -34.600000 -6.030000 574.000000
Vivesto 1368 0.000000 560.880000 -52.120000 -8.500000 612.999432
Essity A 4 -0.730000 1084.000000 -65.000000 -5.660000 1149.000000
Beijer Electronics Group 27 -1.080000 2970.000000 -114.000000 -3.700000 3083.999994
OX2 22 1.620000 1798.500000 -190.500000 -9.580000 1989.000002
Axfood 15 -5.090000 3828.000000 -472.000000 -10.980000 4300.000005
Ovzon 64 -1.510000 3347.200000 -648.800000 -16.240000 3996.000000
TOTAL 48205.350000 -882.220000 -1.03952% 49087.564636

Updated:¶

'2023-02-01 09:07:57.610035'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶